Documentation

TauCeti.MeasureTheory.Function.Lp.GroupConvolution

Convolution by L¹ on Lᵖ of a locally compact group #

Let μ be a left-invariant measure on a topological group G which is locally finite and inner regular for compact sets, for instance a regular left Haar measure on a locally compact group. An integrable kernel h with values in a normed field 𝕜, such as ℝ or ℂ, acts on the 𝕜-normed space Lᵖ(G, μ; E), for 1 ≤ p < ∞, by left convolution

h ⋆ f = ∫ y, h(y) • L_y f dμ(y),        (L_y f)(x) = f (y⁻¹ * x),

an Lᵖ-valued Bochner integral of left translates of f. This is the operator form of the classical convolution (h ⋆ f)(x) = ∫ y, h(y) • f(y⁻¹ * x) dμ(y); the two agree almost everywhere for compactly supported continuous h and f, by Fubini's theorem for compactly supported continuous integrands, which needs no σ-finiteness. The group need not be abelian, and neither σ-finiteness of μ nor second countability of G is assumed. The integrand is almost everywhere strongly measurable because y ↦ L_y f is continuous (MeasureTheory.Lp.continuous_leftTranslation_apply), and an integrable h lives on a σ-finite set (MeasureTheory.AEFinStronglyMeasurable.aestronglyMeasurable_smul).

Since the definition never evaluates h ⋆ f at a point, its algebraic properties need no Fubini theorem. Left translation passes through the integral, and a left translation of the variable y turns L_g (h ⋆ f) into (L_g h) ⋆ f, while on a locally compact group with a regular Haar measure right translation passes directly to the second factor, R_g (h ⋆ f) = h ⋆ (R_g f). Applied to the operator u ↦ u ⋆ f, which is continuous and linear in u, left equivariance gives associativity. The positive cone of real Lᵖ is closed, so convolution of nonnegative functions is nonnegative. Integration over G is a continuous linear functional on L¹ invariant under left translation, so integrals multiply. In particular, convolution preserves nonnegative L¹ functions of integral one.

On a locally compact group with a regular Haar measure, the modular inversion (J f)(x) = c(x) • f x⁻¹ of L¹, where c is the modular character, reverses convolution: J (h ⋆ k) = J k ⋆ J h. The identity is checked against set integrals for compactly supported continuous h and k, and extended to all of L¹ by density and continuity (MeasureTheory.Lp.dense_setOf_continuous_hasCompactSupport).

The integrated form ContRepresentation.integratedOperatorL1 is the corresponding construction for an arbitrary strongly continuous representation in place of left translation; it is stated for an additive, not necessarily commutative, monoid and reaches multiplicative groups only through Additive G, whereas this file works with the multiplicative group G directly. Similarly, TauCeti.convolutionLp is the additive version of this construction on a finite-dimensional real vector space with an additive Haar measure.

Main definitions #

Main results #

References #

theorem MeasureTheory.Lp.integrable_smul_leftTranslation {G : Type u_1} {E : Type u_2} [Group G] [TopologicalSpace G] [IsTopologicalGroup G] [MeasurableSpace G] [BorelSpace G] {μ : Measure G} [NormedAddCommGroup E] [μ.IsMulLeftInvariant] [IsLocallyFiniteMeasure μ] [μ.InnerRegularCompactLTTop] {p : ENNReal} [Fact (1 ≤ p)] {𝕜 : Type u_3} [NontriviallyNormedField 𝕜] [NormedSpace 𝕜 E] (hp : p ≠ ⊤) {h : G → 𝕜} (hh : Integrable h μ) (f : ↥(Lp E p μ)) :
Integrable (fun (y : G) => h y • ((leftTranslation μ p 𝕜) y) f) μ

The integrand y ↦ h(y) • L_y f of a convolution is integrable. Together with convolutionL_apply, this lets continuous linear maps pass through the integral defining h ⋆ f.

noncomputable def MeasureTheory.Lp.convolutionL {G : Type u_1} {E : Type u_2} [Group G] [TopologicalSpace G] [IsTopologicalGroup G] [MeasurableSpace G] [BorelSpace G] (μ : Measure G) [NormedAddCommGroup E] [NormedSpace ℝ E] [μ.IsMulLeftInvariant] [IsLocallyFiniteMeasure μ] [μ.InnerRegularCompactLTTop] (p : ENNReal) [Fact (1 ≤ p)] {𝕜 : Type u_3} [NontriviallyNormedField 𝕜] [NormedSpace 𝕜 E] [SMulCommClass ℝ 𝕜 E] (hp : p ≠ ⊤) :
↥(Lp 𝕜 1 μ) →L[𝕜] ↥(Lp E p μ) →L[𝕜] ↥(Lp E p μ)

Convolution on a group G by an integrable kernel, as the bilinear map L¹(G, μ; 𝕜) →L Lᵖ(G, μ; E) →L Lᵖ(G, μ; E) sending (h, f) to the Lᵖ-valued Bochner integral h ⋆ f = ∫ y, h(y) • L_y f dμ(y) of the left translates (L_y f)(x) = f (y⁻¹ * x).

Instances For
    theorem MeasureTheory.Lp.convolutionL_apply {G : Type u_1} {E : Type u_2} [Group G] [TopologicalSpace G] [IsTopologicalGroup G] [MeasurableSpace G] [BorelSpace G] {μ : Measure G} [NormedAddCommGroup E] [NormedSpace ℝ E] [μ.IsMulLeftInvariant] [IsLocallyFiniteMeasure μ] [μ.InnerRegularCompactLTTop] {p : ENNReal} [Fact (1 ≤ p)] {𝕜 : Type u_3} [NontriviallyNormedField 𝕜] [NormedSpace 𝕜 E] [SMulCommClass ℝ 𝕜 E] {hp : p ≠ ⊤} (h : ↥(Lp 𝕜 1 μ)) (f : ↥(Lp E p μ)) :
    ((convolutionL μ p hp) h) f = ∫ (y : G), ↑↑h y • ((leftTranslation μ p 𝕜) y) f ∂μ

    The convolution h ⋆ f is the Lᵖ-valued integral of the left translates of f weighted by h.

    theorem MeasureTheory.Lp.convolutionL_toL1 {G : Type u_1} {E : Type u_2} [Group G] [TopologicalSpace G] [IsTopologicalGroup G] [MeasurableSpace G] [BorelSpace G] {μ : Measure G} [NormedAddCommGroup E] [NormedSpace ℝ E] [μ.IsMulLeftInvariant] [IsLocallyFiniteMeasure μ] [μ.InnerRegularCompactLTTop] {p : ENNReal} [Fact (1 ≤ p)] {𝕜 : Type u_3} [NontriviallyNormedField 𝕜] [NormedSpace 𝕜 E] [SMulCommClass ℝ 𝕜 E] {hp : p ≠ ⊤} {h : G → 𝕜} (hh : Integrable h μ) (f : ↥(Lp E p μ)) :
    ((convolutionL μ p hp) (Integrable.toL1 h hh)) f = ∫ (y : G), h y • ((leftTranslation μ p 𝕜) y) f ∂μ

    The convolution of the L¹ class of an integrable function h with f.

    theorem MeasureTheory.Lp.norm_convolutionL_apply_le {G : Type u_1} {E : Type u_2} [Group G] [TopologicalSpace G] [IsTopologicalGroup G] [MeasurableSpace G] [BorelSpace G] {μ : Measure G} [NormedAddCommGroup E] [NormedSpace ℝ E] [μ.IsMulLeftInvariant] [IsLocallyFiniteMeasure μ] [μ.InnerRegularCompactLTTop] {p : ENNReal} [Fact (1 ≤ p)] {𝕜 : Type u_3} [NontriviallyNormedField 𝕜] [NormedSpace 𝕜 E] [SMulCommClass ℝ 𝕜 E] {hp : p ≠ ⊤} (h : ↥(Lp 𝕜 1 μ)) (f : ↥(Lp E p μ)) :

    Young's inequality for an L¹ kernel: ‖h ⋆ f‖_p ≤ ‖h‖₁ ‖f‖_p.

    Convolution has operator norm at most one as a bilinear map.

    theorem MeasureTheory.Lp.leftTranslation_convolutionL {G : Type u_1} {E : Type u_2} [Group G] [TopologicalSpace G] [IsTopologicalGroup G] [MeasurableSpace G] [BorelSpace G] {μ : Measure G} [NormedAddCommGroup E] [NormedSpace ℝ E] [μ.IsMulLeftInvariant] [IsLocallyFiniteMeasure μ] [μ.InnerRegularCompactLTTop] {p : ENNReal} [Fact (1 ≤ p)] {𝕜 : Type u_3} [NontriviallyNormedField 𝕜] [NormedSpace 𝕜 E] [SMulCommClass ℝ 𝕜 E] {hp : p ≠ ⊤} (g : G) (h : ↥(Lp 𝕜 1 μ)) (f : ↥(Lp E p μ)) :
    ((leftTranslation μ p 𝕜) g) (((convolutionL μ p hp) h) f) = ((convolutionL μ p hp) (((leftTranslation μ 1 𝕜) g) h)) f

    Convolution commutes with left translation: L_g (h ⋆ f) = (L_g h) ⋆ f.

    theorem MeasureTheory.Lp.convolutionL_assoc {G : Type u_1} {E : Type u_2} [Group G] [TopologicalSpace G] [IsTopologicalGroup G] [MeasurableSpace G] [BorelSpace G] {μ : Measure G} [NormedAddCommGroup E] [NormedSpace ℝ E] [μ.IsMulLeftInvariant] [IsLocallyFiniteMeasure μ] [μ.InnerRegularCompactLTTop] {p : ENNReal} [Fact (1 ≤ p)] {𝕜 : Type u_3} [RCLike 𝕜] [NormedSpace 𝕜 E] [SMulCommClass ℝ 𝕜 E] {hp : p ≠ ⊤} [CompleteSpace E] (h k : ↥(Lp 𝕜 1 μ)) (f : ↥(Lp E p μ)) :
    ((convolutionL μ p hp) (((convolutionL μ 1 ENNReal.one_ne_top) h) k)) f = ((convolutionL μ p hp) h) (((convolutionL μ p hp) k) f)

    Associativity of convolution: (h ⋆ k) ⋆ f = h ⋆ (k ⋆ f) for L¹ kernels h and k.

    theorem MeasureTheory.Lp.convolutionL_nonneg {G : Type u_1} [Group G] [TopologicalSpace G] [IsTopologicalGroup G] [MeasurableSpace G] [BorelSpace G] {μ : Measure G} [μ.IsMulLeftInvariant] [IsLocallyFiniteMeasure μ] [μ.InnerRegularCompactLTTop] {p : ENNReal} [Fact (1 ≤ p)] {hp : p ≠ ⊤} {h : ↥(Lp ℝ 1 μ)} {f : ↥(Lp ℝ p μ)} (hh : 0 ≤ h) (hf : 0 ≤ f) :
    0 ≤ ((convolutionL μ p hp) h) f

    The convolution of nonnegative functions is nonnegative.

    theorem MeasureTheory.Lp.integral_convolutionL {G : Type u_1} {E : Type u_2} [Group G] [TopologicalSpace G] [IsTopologicalGroup G] [MeasurableSpace G] [BorelSpace G] {μ : Measure G} [NormedAddCommGroup E] [NormedSpace ℝ E] [μ.IsMulLeftInvariant] [IsLocallyFiniteMeasure μ] [μ.InnerRegularCompactLTTop] {𝕜 : Type u_3} [RCLike 𝕜] [NormedSpace 𝕜 E] [SMulCommClass ℝ 𝕜 E] [CompleteSpace E] (h : ↥(Lp 𝕜 1 μ)) (f : ↥(Lp E 1 μ)) :
    ∫ (x : G), ↑↑(((convolutionL μ 1 ENNReal.one_ne_top) h) f) x ∂μ = (∫ (x : G), ↑↑h x ∂μ) • ∫ (x : G), ↑↑f x ∂μ

    The integral of a convolution is the product of the integrals: ∫ (h ⋆ f) = (∫ h) • ∫ f.

    theorem MeasureTheory.Lp.convolutionL_toL1_ae_eq {G : Type u_1} {E : Type u_2} [Group G] [TopologicalSpace G] [IsTopologicalGroup G] [MeasurableSpace G] [BorelSpace G] {μ : Measure G} [NormedAddCommGroup E] [NormedSpace ℝ E] [μ.IsMulLeftInvariant] [IsLocallyFiniteMeasure μ] [μ.InnerRegularCompactLTTop] {𝕜 : Type u_3} [RCLike 𝕜] [NormedSpace 𝕜 E] [SMulCommClass ℝ 𝕜 E] [CompleteSpace E] {h : G → 𝕜} {f : G → E} (hhc : Continuous h) (hhs : HasCompactSupport h) (hfc : Continuous f) (hfs : HasCompactSupport f) :
    ↑↑(((convolutionL μ 1 ENNReal.one_ne_top) (Integrable.toL1 h ⋯)) (Integrable.toL1 f ⋯)) =ᵐ[μ] fun (x : G) => ∫ (y : G), h y • f (y⁻¹ * x) ∂μ

    For compactly supported continuous h and f, the convolution h ⋆ f is represented almost everywhere by the pointwise convolution x ↦ ∫ y, h y • f (y⁻¹ * x) dμ.

    theorem MeasureTheory.Lp.modularInversion_convolutionL {G : Type u_1} [Group G] [TopologicalSpace G] [IsTopologicalGroup G] [MeasurableSpace G] [BorelSpace G] {μ : Measure G} [LocallyCompactSpace G] [μ.IsHaarMeasure] [μ.Regular] {𝕜 : Type u_3} [RCLike 𝕜] (h k : ↥(Lp 𝕜 1 μ)) :
    (modularInversion μ 1 𝕜) (((convolutionL μ 1 ENNReal.one_ne_top) h) k) = ((convolutionL μ 1 ENNReal.one_ne_top) ((modularInversion μ 1 𝕜) k)) ((modularInversion μ 1 𝕜) h)

    The modular inversion reverses convolution: J (h ⋆ k) = J k ⋆ J h for h, k ∈ L¹, where (J f)(x) = c(x) • f x⁻¹ and c is the modular character.

    theorem MeasureTheory.Lp.rightTranslation_convolutionL {G : Type u_3} {E : Type u_4} {𝕜 : Type u_5} [Group G] [TopologicalSpace G] [IsTopologicalGroup G] [LocallyCompactSpace G] [MeasurableSpace G] [BorelSpace G] {μ : Measure G} [μ.IsHaarMeasure] [μ.Regular] [NormedAddCommGroup E] [NormedSpace ℝ E] {p : ENNReal} [Fact (1 ≤ p)] {hp : p ≠ ⊤} [NontriviallyNormedField 𝕜] [NormedSpace 𝕜 E] [SMulCommClass ℝ 𝕜 E] (g : G) (h : ↥(Lp 𝕜 1 μ)) (f : ↥(Lp E p μ)) :
    ((rightTranslation μ p 𝕜) g) (((convolutionL μ p hp) h) f) = ((convolutionL μ p hp) h) (((rightTranslation μ p 𝕜) g) f)

    Convolution commutes with right translation on the second factor: R_g (h ⋆ f) = h ⋆ (R_g f).